Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47291.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45896.65 Kr¶

PnL: ---------------------------------------> -991.92 Kr¶

DD now: ---------------------------------> -2.752 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 13:17:59.668687'

Anic Portfolio¶

Today¶

Return: -1.283 %¶

This Week¶

Return: -0.509 %¶

Total¶

Return: 54.82 %¶

Benchmark comparison TODAY¶

---------------------------------------------------------------------------
HTTPError                                 Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_19180/3603717069.py in <module>
      7     data = ava.search_for_instrument(avanza.constants.InstrumentType.INDEX, ticker)
      8     index_id = data['hits'][0]['topHits'][0]['id']
----> 9     price = pd.DataFrame(ava.get_chart_data(index_id, period = TimePeriod.TODAY)['ohlc'])
     10 
     11     try:

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in get_chart_data(self, order_book_id, period, resolution)
   1570             options['resolution'] = resolution.value.lower()
   1571 
-> 1572         return self.__call(
   1573             HttpMethod.GET,
   1574             Route.CHARTDATA_PATH.value.format(order_book_id, options['timePeriod'])

~\Anaconda3\envs\AnicTrading\lib\site-packages\avanza\avanza.py in __call(self, method, path, options, return_content)
    136         )
    137 
--> 138         response.raise_for_status()
    139 
    140         # Some routes like add/remove instrument from a watchlist

~\Anaconda3\envs\AnicTrading\lib\site-packages\requests\models.py in raise_for_status(self)
    951 
    952         if http_error_msg:
--> 953             raise HTTPError(http_error_msg, response=self)
    954 
    955     def close(self):

HTTPError: 503 Server Error: Service Temporarily Unavailable for url: https://www.avanza.se/_api/price-chart/stock/19002?timePeriod=today

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Beijer Electronics Group 26 -3.640000 3031.600000 60.600000 2.040000 2971.000006
Corem Property Group B 59 -2.500000 621.860000 44.860000 7.770000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -7.860000 390.300000 35.300000 9.940000 355.000000
SAAB B 8 -0.050000 3400.000000 23.000000 0.680000 3377.000000
OEM International B 7 -2.370000 548.100000 20.100000 3.810000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.210000 540.600000 13.600000 2.580000 527.000000
AcadeMedia 12 -0.300000 567.360000 10.360000 1.860000 557.000004
Eastnine 4 -1.730000 499.200000 8.200000 1.670000 491.000000
Coor Service Management Hold. 8 -2.320000 538.800000 6.800000 1.280000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
HMS Networks 2 -5.010000 675.600000 2.600000 0.390000 673.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.610000 570.840000 0.840000 0.150000 570.000000
Swedbank A 3 -0.630000 563.550000 -0.450000 -0.080000 564.000000
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Samhällsbyggnadsbo. i Norden D 12 -4.670000 244.800000 -1.200000 -0.490000 246.000000
Essity B 2 0.140000 571.000000 -3.000000 -0.520000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 -0.140000 540.250000 -5.750000 -1.050000 546.000000
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
CTEK 13 -3.020000 517.530000 -16.470000 -3.080000 533.999999
Boozt 12 -5.150000 1634.400000 -19.600000 -1.190000 1653.999996
Nordea Bank Abp 29 -0.780000 3412.720000 -41.280000 -1.200000 3453.999992
International Petroleum Corp. 5 -4.010000 538.000000 -56.570000 -9.510000 594.565215
Vivesto 1368 -3.700000 548.840000 -64.160000 -10.470000 612.999432
Sampo Oyj SDB 7 0.940000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -4.480000 1458.900000 -205.100000 -12.330000 1663.999992
Fasadgruppen Group 35 0.300000 3458.000000 -353.000000 -9.260000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45882.210000 -1006.360000 -2.78177% 46888.564618

Updated:¶

'2023-01-19 13:16:51.793413'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶